VRG SA (Poland) Performance
| VRG Stock | 3.22 0.03 0.92% |
The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VRG SA are expected to decrease at a much lower rate. During the bear market, VRG SA is likely to outperform the market. At this point, VRG SA has a negative expected return of -0.0877%. Please make sure to validate VRG SA's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if VRG SA performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days VRG SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, VRG SA is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
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VRG SA Relative Risk vs. Return Landscape
If you would invest 343.00 in VRG SA on September 2, 2024 and sell it today you would lose (21.00) from holding VRG SA or give up 6.12% of portfolio value over 90 days. VRG SA is generating negative expected returns and assumes 1.5024% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than VRG, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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VRG SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VRG SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VRG SA, and traders can use it to determine the average amount a VRG SA's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0584
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| Negative Returns | VRG |
Estimated Market Risk
| 1.5 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VRG SA is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of VRG SA by adding VRG SA to a well-diversified portfolio.
Things to note about VRG SA performance evaluation
Checking the ongoing alerts about VRG SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VRG SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VRG SA generated a negative expected return over the last 90 days |
- Analyzing VRG SA's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether VRG SA's stock is overvalued or undervalued compared to its peers.
- Examining VRG SA's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating VRG SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of VRG SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VRG SA's stock. These opinions can provide insight into VRG SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for VRG Stock Analysis
When running VRG SA's price analysis, check to measure VRG SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VRG SA is operating at the current time. Most of VRG SA's value examination focuses on studying past and present price action to predict the probability of VRG SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VRG SA's price. Additionally, you may evaluate how the addition of VRG SA to your portfolios can decrease your overall portfolio volatility.